| Publication | Date of Publication | Type |
|---|
Total value adjustment of Bermudan option valuation under pure jump Lévy fluctuations
Chaos | 2024-06-24 | Paper |
A linearized fourth-order compact ADI method for phytoplankton-zooplankton model arising in marine ecosystem
Computational and Applied Mathematics | 2024-04-11 | Paper |
Domain recurrence and probabilistic analysis of residence time of stochastic systems and domain aiming control
International Journal of Robust and Nonlinear Control | 2023-10-25 | Paper |
A linearized compact ADI numerical method for the two-dimensional nonlinear delayed Schrödinger equation
Applied Mathematics and Computation | 2021-11-15 | Paper |
Exponential stability of stochastic cellular neural networks with mixed delays
Communications in Statistics: Theory and Methods | 2021-10-01 | Paper |
An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models
Numerical Algorithms | 2021-06-24 | Paper |
| scientific article; zbMATH DE number 7296002 (Why is no real title available?) | 2021-01-14 | Paper |
A fast preconditioned iterative method for two-dimensional options pricing under fractional differential models
Computers & Mathematics with Applications | 2020-10-07 | Paper |
Existence and exponential stability of anti-periodic solutions for interval general bidirectional associative memory neural networks with multiple delays
Advances in Difference Equations | 2018-11-29 | Paper |
Determining the integrated volatility via limit order books with multiple records
Quantitative Finance | 2018-11-19 | Paper |
A fast preconditioned penalty method for American options pricing under regime-switching tempered fractional diffusion models
Journal of Scientific Computing | 2018-07-12 | Paper |
A regression-based numerical scheme for backward stochastic differential equations
Computational Statistics | 2018-02-07 | Paper |
Mean square exponential stability of stochastic Hopfield neural networks with mixed delays
Statistics & Probability Letters | 2017-09-28 | Paper |
A fast preconditioned policy iteration method for solving the tempered fractional HJB equation governing American options valuation
Computers & Mathematics with Applications | 2017-09-12 | Paper |
Certain subclasses of multivalent functions defined by higher-order derivative
Journal of Function Spaces | 2017-05-29 | Paper |
Circulant preconditioning technique for barrier options pricing under fractional diffusion models
International Journal of Computer Mathematics | 2016-04-29 | Paper |
Preconditioned iterative methods for fractional diffusion models in finance
Numerical Methods for Partial Differential Equations | 2016-01-15 | Paper |
An efficient pricing method for rainbow options based on two-dimensional modified sine-sine series expansions
International Journal of Computer Mathematics | 2013-10-22 | Paper |
| An efficient Bayesian iterative method for solving linear systems | 2013-01-24 | Paper |
An efficient algorithm for Bermudan barrier option pricing
Applied Mathematics. Series B (English Edition) | 2013-01-24 | Paper |
| Efficient option pricing methods based on Fourier series expansions | 2012-01-27 | Paper |
| scientific article; zbMATH DE number 5910754 (Why is no real title available?) | 2011-06-21 | Paper |
| Numerical solutions for reflected stochastic differential equations | 2010-02-24 | Paper |
| Numerical comparison of Monte Carlo methods for linear systems | 2010-02-24 | Paper |
| The martingale approach for credit-risky exchange option pricing | 2009-05-26 | Paper |
The filtering problem in duals of nuclear Frechet spaces
International Mathematical Forum | 2009-02-03 | Paper |
A splitting-step algorithm for reflected stochastic differential equations in \(\mathbb R^1_+\)
Computers & Mathematics with Applications | 2008-09-11 | Paper |
| The martingale approach for credit-risky option pricing | 2008-08-06 | Paper |
| A simple analytical and numerical approach for pricing compound options | 2008-02-05 | Paper |
| scientific article; zbMATH DE number 1532233 (Why is no real title available?) | 2001-09-02 | Paper |
| scientific article; zbMATH DE number 1559277 (Why is no real title available?) | 2001-08-02 | Paper |
A note on stochastic optimal control of reflected diffusions with jumps
Applied Mathematics and Mechanics. (English Edition) | 2001-05-02 | Paper |
| scientific article; zbMATH DE number 1556367 (Why is no real title available?) | 2001-04-02 | Paper |
| scientific article; zbMATH DE number 1536206 (Why is no real title available?) | 2000-11-28 | Paper |
A note on probabilistic interpretation for quasilinear mixed boundary problems
Applied Mathematics and Mechanics. (English Edition) | 1998-07-14 | Paper |
| scientific article; zbMATH DE number 786224 (Why is no real title available?) | 1995-10-23 | Paper |
